Problem 15-17 The current yield curve for default-free zero-coupon bonds is as follows: YTM (%) 5.5% 6.5 8.5 Maturity(Years) a. What are the implied 1-year forward rates? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Maturity 2 years 3 years Forward Rate Problem 15-17 The current yield curve for default-free zero-coupon bonds is as follows: YTM (%) 5.5% 6.5 8.5 Maturity(Years) a. What are the implied 1-year forward rates? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Maturity 2 years 3 years Forward Rate